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尝试修复平仓过慢的问题

skyffire 9 months ago
parent
commit
ffa1d93aac
1 changed files with 2 additions and 2 deletions
  1. 2 2
      strategy/src/strategy.rs

+ 2 - 2
strategy/src/strategy.rs

@@ -400,7 +400,7 @@ impl Strategy {
         let close = self.trade_close_dist;
 
         // 平仓相关
-        let close_avoid = min(dec!(0.0005), close * dec!(0.5));
+        let close_avoid = dec!(0.0001);
         self.close_dist = vec![
             predictor.optimal_bid_price * (Decimal::ONE + close_avoid),                   // buy upper
             predictor.optimal_bid_price * (Decimal::ONE - close_avoid),                   // buy lower
@@ -410,7 +410,7 @@ impl Strategy {
         // debug!(?mp, ?buy_start, ?sell_start, ?avoid, ?close_dist);
 
         // 开仓相关
-        let open_avoid = min(dec!(0.001), open * dec!(0.1));
+        let open_avoid = dec!(0.0001);
         // 用于判断价格是否出界
         self.open_dist = vec![
             predictor.optimal_bid_price * (Decimal::ONE + open_avoid),                   // buy upper